+508.5%
WPM vs IBB
+122.6%
+385.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.8% |
| 7D | +7.0% | -1.7% | +8.7% | +7.6% |
| 30D | +15.7% | +4.9% | +10.9% | +14.1% |
| 3M | +35.2% | +24.2% | +11.0% | +26.4% |
| 6M | +6.1% | +23.8% | -17.8% | -0.5% |
| YTD | +32.6% | +23.0% | +9.6% | +24.7% |
| 1Y | +46.9% | +46.2% | +0.7% | +31.6% |
| 3Y | +276.3% | +64.8% | +211.5% | +224.3% |
| 5Y | +260.0% | +20.9% | +239.1% | +229.8% |
| 10Y | +508.5% | +121.6% | +386.9% | +433.7% |
| All | +508.5% | +122.6% | +385.9% | +433.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling